Conformally invariant processes in the plane

Bibliographic Information

Conformally invariant processes in the plane

Gregory F. Lawler

(Mathematical surveys and monographs, v. 114)

American Mathematical Society, c2005

  • : pbk

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Note

Includes bibliographical references (p. 237-239) and indexes

Description and Table of Contents

Volume

ISBN 9780821836774

Description

Theoretical physicists have predicted that the scaling limits of many two-dimensional lattice models in statistical physics are in some sense conformally invariant. This belief has allowed physicists to predict many quantities for these critical systems. The nature of these scaling limits has recently been described precisely by using one well-known tool, Brownian motion, and a new construction, the Schramm-Loewner evolution (SLE). This book is an introduction to the conformally invariant processes that appear as scaling limits. The following topics are covered: stochastic integration; complex Brownian motion and measures derived from Brownian motion; conformal mappings and univalent functions; the Loewner differential equation and Loewner chains; the Schramm-Loewner evolution (SLE), which is a Loewner chain with a Brownian motion input; and, applications to intersection exponents for Brownian motion.The prerequisites are first-year graduate courses in real analysis, complex analysis, and probability. The book is suitable for graduate students and research mathematicians interested in random processes and their applications in theoretical physics.

Table of Contents

Some discrete processes Stochastic calculus Complex Brownian motion Conformal mappings Loewner differential equation Brownian measures on paths Schramm-Loewner evolution More results about SLE Brownian intersection exponent Restriction measures Hausdorff dimension Hypergeometric functions Reflecting Brownian motion Bibliography Index Index of symbols.
Volume

: pbk ISBN 9780821846247

Description

Theoretical physicists have predicted that the scaling limits of many two-dimensional lattice models in statistical physics are in some sense conformally invariant. This belief has allowed physicists to predict many quantities for these critical systems. The nature of these scaling limits has recently been described precisely by using one well-known tool, Brownian motion, and a new construction, the Schramm-Loewner evolution (SLE). This book is an introduction to the conformally invariant processes that appear as scaling limits. The following topics are covered: stochastic integration; complex Brownian motion and measures derived from Brownian motion; conformal mappings and univalent functions; the Loewner differential equation and Loewner chains; the Schramm-Loewner evolution (SLE), which is a Loewner chain with a Brownian motion input; and applications to intersection exponents for Brownian motion. The prerequisites are first-year graduate courses in real analysis, complex analysis, and probability. The book is suitable for graduate students and research mathematicians interested in random processes and their applications in theoretical physics.

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